An adaptive agent-based modeling approach for analyzing the influence of transaction costs on emissions trading markets.
Bing ZhangYongliang ZhangJun BiPublished in: Environ. Model. Softw. (2011)
Keyphrases
- financial markets
- transaction costs
- agent based modeling
- portfolio selection
- stock exchange
- stock price
- stock market
- search costs
- portfolio management
- trading systems
- agent based models
- news articles
- risk management
- electronic markets
- complex systems
- exchange rate
- geographical information systems
- financial data
- electronic commerce
- social behavior
- non stationary
- text mining
- evolutionary computation
- machine learning
- data mining